Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-28 0.218889 0.235432 0.253135 0.273577 0.296641 0.321990 0.352138
2026-01-04 0.201001 0.223305 0.248410 0.279049 0.315832 0.359103 0.414674
2026-01-11 0.184299 0.209531 0.238991 0.276465 0.323673 0.382338 0.462732
2026-01-18 0.174113 0.201855 0.235277 0.279368 0.337386 0.413282 0.524095
2026-01-25 0.160919 0.189148 0.223928 0.271042 0.335085 0.422231 0.556057
2026-02-01 0.149594 0.177806 0.213203 0.262216 0.330690 0.427086 0.581910
2026-02-08 0.142472 0.171232 0.207982 0.260018 0.334806 0.443953 0.628053
2026-02-15 0.139235 0.169377 0.208674 0.265716 0.350384 0.479231 0.709751
2026-02-22 0.134144 0.164709 0.205180 0.265087 0.356326 0.500017 0.770255
2026-03-01 0.129161 0.159877 0.201104 0.263193 0.359968 0.517239 0.827298
2026-03-08 0.123904 0.154390 0.195770 0.258992 0.359474 0.527241 0.872062
2026-03-15 0.119020 0.149183 0.190535 0.254540 0.358093 0.535367 0.914445
2026-03-22 0.116772 0.147625 0.190543 0.258255 0.370760 0.570836 1.026147
2026-03-29 0.115289 0.147050 0.191910 0.264129 0.387597 0.616573 1.176209
2026-04-05 0.111762 0.143391 0.188515 0.262151 0.390513 0.635607 1.266338
2026-04-12 0.109761 0.141831 0.188154 0.265017 0.402302 0.674367 1.423960
2026-04-19 0.105238 0.136417 0.181703 0.257413 0.394139 0.669796 1.454402
2026-04-26 0.100851 0.131065 0.175144 0.249287 0.384392 0.660664 1.468765
2026-05-03 0.098214 0.128207 0.172302 0.247268 0.386065 0.677154 1.572197
2026-05-10 0.097469 0.128114 0.173715 0.252553 0.402260 0.729393 1.823942
2026-05-17 0.095417 0.125984 0.171830 0.251974 0.406769 0.754663 1.991253
2026-05-24 0.093216 0.123554 0.169365 0.250223 0.408725 0.773947 2.146342
2026-05-31 0.090663 0.120510 0.165809 0.246332 0.405934 0.780700 2.251391